DeMa: Dual-Path Delay-Aware Mamba for Efficient Multivariate Time Series Analysis

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: An, Rui, Qu, Haohao, Fan, Wenqi, Shang, Xuequn, Li, Qing
Format: Preprint
Published: 2026
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866913133197524992
author An, Rui
Qu, Haohao
Fan, Wenqi
Shang, Xuequn
Li, Qing
author_facet An, Rui
Qu, Haohao
Fan, Wenqi
Shang, Xuequn
Li, Qing
contents Accurate and efficient multivariate time series (MTS) analysis is increasingly critical for a wide range of intelligent applications. Within this realm, Transformers have emerged as the predominant architecture due to their strong ability to capture pairwise dependencies. However, Transformer-based models suffer from quadratic computational complexity and high memory overhead, limiting their scalability and practical deployment in long-term and large-scale MTS modeling. Recently, Mamba has emerged as a promising linear-time alternative with high expressiveness. Nevertheless, directly applying vanilla Mamba to MTS remains suboptimal due to three key limitations: (i) the lack of explicit cross-variate modeling, (ii) difficulty in disentangling the entangled intra-series temporal dynamics and inter-series interactions, and (iii) insufficient modeling of latent time-lag interaction effects. These issues constrain its effectiveness across diverse MTS tasks. To address these challenges, we propose DeMa, a dual-path delay-aware Mamba backbone. DeMa preserves Mamba's linear-complexity advantage while substantially improving its suitability for MTS settings. Specifically, DeMa introduces three key innovations: (i) it decomposes the MTS into intra-series temporal dynamics and inter-series interactions; (ii) it develops a temporal path with a Mamba-SSD module to capture long-range dynamics within each individual series, enabling series-independent, parallel computation; and (iii) it designs a variate path with a Mamba-DALA module that integrates delay-aware linear attention to model cross-variate dependencies. Extensive experiments on five representative tasks, long- and short-term forecasting, data imputation, anomaly detection, and series classification, demonstrate that DeMa achieves state-of-the-art performance while delivering remarkable computational efficiency.
format Preprint
id arxiv_https___arxiv_org_abs_2601_05527
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle DeMa: Dual-Path Delay-Aware Mamba for Efficient Multivariate Time Series Analysis
An, Rui
Qu, Haohao
Fan, Wenqi
Shang, Xuequn
Li, Qing
Machine Learning
Artificial Intelligence
Accurate and efficient multivariate time series (MTS) analysis is increasingly critical for a wide range of intelligent applications. Within this realm, Transformers have emerged as the predominant architecture due to their strong ability to capture pairwise dependencies. However, Transformer-based models suffer from quadratic computational complexity and high memory overhead, limiting their scalability and practical deployment in long-term and large-scale MTS modeling. Recently, Mamba has emerged as a promising linear-time alternative with high expressiveness. Nevertheless, directly applying vanilla Mamba to MTS remains suboptimal due to three key limitations: (i) the lack of explicit cross-variate modeling, (ii) difficulty in disentangling the entangled intra-series temporal dynamics and inter-series interactions, and (iii) insufficient modeling of latent time-lag interaction effects. These issues constrain its effectiveness across diverse MTS tasks. To address these challenges, we propose DeMa, a dual-path delay-aware Mamba backbone. DeMa preserves Mamba's linear-complexity advantage while substantially improving its suitability for MTS settings. Specifically, DeMa introduces three key innovations: (i) it decomposes the MTS into intra-series temporal dynamics and inter-series interactions; (ii) it develops a temporal path with a Mamba-SSD module to capture long-range dynamics within each individual series, enabling series-independent, parallel computation; and (iii) it designs a variate path with a Mamba-DALA module that integrates delay-aware linear attention to model cross-variate dependencies. Extensive experiments on five representative tasks, long- and short-term forecasting, data imputation, anomaly detection, and series classification, demonstrate that DeMa achieves state-of-the-art performance while delivering remarkable computational efficiency.
title DeMa: Dual-Path Delay-Aware Mamba for Efficient Multivariate Time Series Analysis
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2601.05527